Assuming your 6.0L exhaust system was similar to my 7.3L exhaust system:
Your stock muffler is very restrictive. You won't see a noticable change in MPG, but your truck will be happier with a less restrictive muffler or straight pipe. And it will hit the limit on exhaust gas temp (EGT) later with a performance exhaust system. No problem with SES lights. The main benefit will be you can climb the mountain faster, or haul a heaver load, or climb a steeper grade without hitting the EGT red line.
But a straight pipe is not the answer for most of us. That adds an unacceptable amount of racket, noise and NVH. That's only for "look at me" juveniles. Better is to install a performance muffler or exhaust system. You'll get the same benefit of increased performance as a straight pipe, but without the NVH (noise, vibration, and harshness).
The least expensive but excellent exhaust mod is to replace the muffler with a Walker Big Truck Muffler # 21470 - also called a Dynomax Performance 21470 = Walker RV Muffler. That will give you about 90 percent of the benefits of the much more expensive complete performance exhaust systems such as a Magnaflow. You can order the 21470 muffler from any NAPA and most other big auto parts stores, or get it online from
Dynomax Performance 21470 - Walker RV Mufflers - Overview - SummitRacing.com
In addition to the muffler, you also need two 3.5" muffler clamps, available from big-truck parts stores. Auto parts stores and muffler shops don't carry anything bigger than 3" clamps.
If you provide the muffler and two 3.5" muffler clamps, any muffler shop will install it for you for about $50 to $75, or you can DIY if you can weld. Remove the muffler and the "S" pipe in front of the muffler. Turn the S pipe over 180° and reinstall it. That results in a straight shot between the S pipe and the tail pipe, and the Walker BTM requires a straight shot. Cut the hangers off the old muffler and weld them back onto the new muffler in about the same locations. The Walker BTM is a bit longer than the stock muffler, so you'll probably need to remove a little of the exhaust pipe to make the resulting space the right length for the new muffler.
Or if you want to spend more money for very little benefit, you can go with a "cat-back" exhaust system, such as a Magnaflow or MBRP. Those are available in three different materiels, so you pays your money and you takes your choice. The 409 stainless is the same stuff your stock exhaust system is made out of, so that was my preference. But you can go with the cheaper aluminized steel or the more expensive 304 chrome-looking stainless. Here's one source for the MBRP in 409 stainless:
MBRP Exhaust System S6208409 for Ford Powerstroke Diesel at DieselManor